Performance comparison of new nonparametric independent component analysis algorithm for different entropic indexes

Authors: YUSUF SEVİM, AYTEN ATASOY

Abstract: Most independent component analysis (ICA) algorithms use mutual information (MI) measures based on Shannon entropy as a cost function, but Shannon entropy is not the only measure in the literature. In this paper, instead of Shannon entropy, Tsallis entropy is used and a novel ICA algorithm, which uses kernel density estimation (KDE) for estimation of source distributions, is proposed. KDE is directly evaluated from the original data samples, so it solves the important problem in ICA: how to choose nonlinear functions as the probability density function (pdf) estimation of the sources.

Keywords: Independent component analysis (ICA), kernel density estimation (KDE), shannon entropy, tsallis entropy, mutualinformation (MI), nonparametric ICA (NpICA)

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